| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -5.09% | 61.16% |
| Max Drawdown | -13.94% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 1.05 | 0.9 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.42 | 0.51 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 67.31 | 2.64 |
| Outlier Loss Ratio | 3.24 | 2.91 |
| Volatility (ann.) | 6.63% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.36 | 2.0 |
| Skew | 1.52 | 0.21 |
| Kurtosis | 58.36 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.4% | 3.74% |
| Expected Yearly % | -2.58% | 26.95% |
| Kelly Criterion | -10.44% | -1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.13% |
| Expected Shortfall (cVaR) | -0.57% | -2.13% |
| Year | 11393847:BTCUSD | 11393847:btcusd:triple_med_gx:lsma140_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.11 | -0.27 | - |
| 2025 | 16.76 | 5.59 | 0.33 | - |
| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.5% | 31.46% |
| 6M | 5.59% | 12.77% |
| YTD | 5.59% | 16.76% |
| 1Y | -4.3% | 56.84% |
| 3Y (ann.) | -4.96% | 59.12% |
| 5Y (ann.) | -4.96% | 59.12% |
| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| Max Drawdown | -13.94% | -29.51% |
| Longest DD Days | 270.0 | 144.0 |
| Avg. Drawdown | -6.39% | -4.82% |
| Avg. Drawdown Days | 87.0 | 14.0 |
| Recovery Factor | -0.37 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-02-28 | -13.94 | 270 |
| 2025-04-04 | 2025-06-11 | -9.21 | 67 |
| 2025-03-24 | 2025-04-04 | -2.22 | 10 |
| 2025-03-24 | 2025-03-24 | -0.18 | 0 |
| Metric | 11393847:btcusd:triple_med_gx:lsma140_110 | 11393847:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 6.24% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 11.74% | 37.42% |
| Worst Month | -6.99% | -17.69% |
| Best Year | 5.59% | 38.02% |
| Worst Year | -10.11% | 16.76% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.89% | -1.06% |
| Avg. Up Week | 0.31% | 5.61% |
| Avg. Down Week | -2.8% | -5.1% |
| Avg. Up Month | 1.02% | 24.15% |
| Avg. Down Month | -3.91% | -8.04% |
| Win Days % | 43.44% | 51.86% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |